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https://github.com/andrewkdinh/fund-indicators.git
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Refactor code
Fix research paper link add note that this project is no longer maintained
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Andrew Dinh
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cdeac8c96f
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Performance_Indicators_of_Mutual_Funds.pdf
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Performance_Indicators_of_Mutual_Funds.pdf
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@ -6,7 +6,9 @@
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[](https://bestpractices.coreinfrastructure.org/projects/2667)
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fund-indicators is a cross-platform Python application that allows users to easily find relationships between various attributes of mutual funds and previous performance. This project is based on research from [*Performance Indicators of Mutual Funds*](https://nextcloud.andrewkdinh.com/s/MBJ6q6t26LAXfZY).
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fund-indicators is a cross-platform Python application that allows users to easily find relationships between various attributes of mutual funds and previous performance. This project is based on research from [*Performance Indicators of Mutual Funds*](./Performance_Indicators_of_Mutual_Funds.pdf).
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**NOTE:** This program is no longer functional nor actively developed.
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[](https://asciinema.org/a/jLmZapnMFGCRiiSUITY21erLW?autoplay=1&preload=1)
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116
main.py
116
main.py
@ -321,8 +321,8 @@ class Stock:
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if listYahoo[1][i] is None:
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del listYahoo[1][i]
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del listYahoo[0][i]
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i = i - 1
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i = i + 1
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i -= 1
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i += 1
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else:
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break
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@ -398,10 +398,7 @@ class Stock:
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while len(closeValues) != len(dates):
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closeValues.remove(closeValues[0])
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datesAndCloseList2 = []
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datesAndCloseList2.append(dates)
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datesAndCloseList2.append(closeValues)
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datesAndCloseList2 = [dates, closeValues]
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print(len(dates), 'dates and', len(closeValues), 'close values')
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return datesAndCloseList2
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@ -742,25 +739,6 @@ class Stock:
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return marketCap
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elif Stock.indicator == 'Turnover':
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if stockType == 'Stock':
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print(self.name, 'is a stock, and therefore does not have turnover')
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return 'Stock'
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if stockType == 'Mutual Fund':
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raw_html = t.text
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soup = BeautifulSoup(raw_html, 'html.parser')
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r = soup.find_all(
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'span', attrs={'class': 'Trsdu(0.3s)'})
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if r == []:
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print('Something went wrong without scraping turnover')
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return 'N/A'
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turnover = 0
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for i in range(len(r)-1, 0, -1):
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s = r[i].text.strip()
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if s[-1] == '%':
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turnover = float(s.replace('%', ''))
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break
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if stockType == 'ETF':
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url = ''.join(('https://finance.yahoo.com/quote/',
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self.name, '/profile?p=', self.name))
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@ -784,6 +762,25 @@ class Stock:
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turnover = float(s.replace('%', ''))
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break
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elif stockType == 'Mutual Fund':
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raw_html = t.text
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soup = BeautifulSoup(raw_html, 'html.parser')
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r = soup.find_all(
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'span', attrs={'class': 'Trsdu(0.3s)'})
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if r == []:
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print('Something went wrong without scraping turnover')
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return 'N/A'
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turnover = 0
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for i in range(len(r)-1, 0, -1):
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s = r[i].text.strip()
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if s[-1] == '%':
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turnover = float(s.replace('%', ''))
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break
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elif stockType == 'Stock':
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print(self.name, 'is a stock, and therefore does not have turnover')
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return 'Stock'
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if turnover == 0:
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print('Something went wrong with scraping turnover')
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return 'N/A'
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@ -793,20 +790,20 @@ class Stock:
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def indicatorManual(self):
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indicatorValueFound = False
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while indicatorValueFound is False:
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while not indicatorValueFound:
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if Stock.indicator == 'Expense Ratio':
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indicatorValue = str(
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input(Stock.indicator + ' for ' + self.name + ' (%): '))
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elif Stock.indicator == 'Market Capitalization':
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indicatorValue = str(
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input(Stock.indicator + ' of ' + self.name + ': '))
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elif Stock.indicator == 'Persistence':
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indicatorValue = str(
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input(Stock.indicator + ' for ' + self.name + ' (years): '))
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elif Stock.indicator == 'Turnover':
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indicatorValue = str(input(
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Stock.indicator + ' for ' + self.name + ' in the last ' + str(Stock.timeFrame) + ' years: '))
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elif Stock.indicator == 'Market Capitalization':
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indicatorValue = str(
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input(Stock.indicator + ' of ' + self.name + ': '))
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if Functions.strintIsFloat(indicatorValue):
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indicatorValueFound = True
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return float(indicatorValue)
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@ -880,15 +877,15 @@ def stocksInit():
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print('For simplicity, all of them will be referred to as "stock"')
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found = False
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while found is False:
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print('\nMethods:')
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method = 0
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methods = ['Read from a file', 'Enter manually',
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'Kiplinger top-performing funds (50)',
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'TheStreet top-rated mutual funds (20)',
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'Money best mutual funds (50)',
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'Investors Business Daily best mutual funds (~45)']
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while not found:
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print('\nMethods:')
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method = 0
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for i in range(0, len(methods), 1):
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print('[' + str(i+1) + '] ' + methods[i])
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while method == 0 or method > len(methods):
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@ -919,10 +916,13 @@ def stocksInit():
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for i in range(0, len(listOfFiles), 1):
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if listOfFiles[i][0] != '.':
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print('[' + str(i+1) + '] ' + listOfFiles[i])
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while stocksFound is False:
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while not stocksFound:
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fileName = str(input('What is the file number/name? '))
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if Functions.stringIsInt(fileName):
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if int(fileName) < len(listOfFiles)+1 and int(fileName) > 0:
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if (
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Functions.stringIsInt(fileName)
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and int(fileName) < len(listOfFiles) + 1
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and int(fileName) > 0
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):
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fileName = listOfFiles[int(fileName)-1]
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print(fileName)
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if Functions.fileExists(fileName):
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@ -948,7 +948,7 @@ def stocksInit():
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elif method == 2:
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isInteger = False
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while isInteger is False:
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while not isInteger:
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temp = input('Number of stocks to analyze (2 minimum): ')
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isInteger = Functions.stringIsInt(temp)
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if isInteger:
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@ -1081,9 +1081,12 @@ def stocksInit():
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for k in r:
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t = k.text.strip()
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if len(t) == 5 and Functions.strintIsFloat(t) is False:
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if t not in listOfStocksOriginal or listOfStocksOriginal == []:
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if t[-1] != '%':
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if (
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len(t) == 5
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and Functions.strintIsFloat(t) is False
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and (t not in listOfStocksOriginal or listOfStocksOriginal == [])
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and t[-1] != '%'
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):
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listOfStocksOriginal.append(t)
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print(t, end=' ')
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listOfStocks.append(k.text.strip())
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@ -1154,7 +1157,7 @@ def sendAsync(url):
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def timeFrameInit():
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isInteger = False
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print('')
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while isInteger is False:
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while not isInteger:
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print(
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'Please enter the time frame in months (<60 recommended):', end='')
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temp = input(' ')
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@ -1171,8 +1174,7 @@ def timeFrameInit():
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else:
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print('Please type an integer')
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timeFrame = months
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return timeFrame
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return months
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def dataMain(listOfStocks):
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@ -1378,9 +1380,7 @@ def calcIndicatorRegression(listOfIndicatorValues, listOfReturns):
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b = [b_0, b_1]
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regression = []
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regression.append(b[0])
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regression.append(b[1])
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regression = [b[0], b[1]]
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regressionList.append(regression)
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if Stock.plotIndicatorRegression:
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@ -1405,7 +1405,7 @@ def plot_regression_line(x, y, b, i):
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'Sharpe Ratio', 'Sortino Ratio', 'Treynor Ratio', 'Alpha']
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plt.title(Stock.indicator + ' and ' + listOfReturnStrings[i])
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if Stock.indicator == 'Expense Ratio' or Stock.indicator == 'Turnover':
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if Stock.indicator in ['Expense Ratio', 'Turnover']:
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plt.xlabel(Stock.indicator + ' (%)')
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elif Stock.indicator == 'Persistence':
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plt.xlabel(Stock.indicator + ' (Difference in average monthly return)')
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@ -1443,7 +1443,7 @@ def plot_regression_line(x, y, b, i):
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def persistenceTimeFrame():
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print('\nTime frame you chose was', Stock.timeFrame, 'months')
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persTimeFrameFound = False
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while persTimeFrameFound is False:
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while not persTimeFrameFound:
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persistenceTimeFrame = str(
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input('Please choose how many months to measure persistence: '))
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if Functions.stringIsInt(persistenceTimeFrame):
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@ -1480,15 +1480,11 @@ def indicatorMain(listOfStocks):
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print('\nWould you like to enter a ' + str(Stock.indicator.lower()
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) + ' value for ' + str(listOfStocks[i].name) + '?')
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r = Functions.trueOrFalse()
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if r is False:
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listOfStocks[i].indicatorValue = 'Remove'
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else:
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listOfStocks[i].indicatorValue = 'N/A'
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listOfStocks[i].indicatorValue = 'Remove' if r is False else 'N/A'
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if listOfStocks[i].indicatorValue == 'N/A':
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listOfStocks[i].indicatorValue = Stock.indicatorManual(
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listOfStocks[i])
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elif listOfStocks[i].indicatorValue == 'Stock' or listOfStocks[i].indicatorValue == 'Remove':
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elif listOfStocks[i].indicatorValue in ['Stock', 'Remove']:
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cprint('Removing ' +
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listOfStocks[i].name + ' from list of stocks', 'yellow')
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del listOfStocks[i]
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@ -1501,7 +1497,7 @@ def indicatorMain(listOfStocks):
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listOfStocks[i].indicatorValue = float(
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listOfStocks[i].indicatorValue)
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listOfStocksIndicatorValues.append(listOfStocks[i].indicatorValue)
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i = i + 1
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i += 1
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print('')
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# Remove outliers
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@ -1522,7 +1518,7 @@ def indicatorMain(listOfStocks):
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cprint('Removing ' + listOfStocks[i].name + ' because it has a ' + str(
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Stock.indicator.lower()) + ' value of ' + str(listOfStocks[i].indicatorValue), 'yellow')
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del listOfStocks[i]
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i = i - 1
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i -= 1
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break
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i += 1
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# print('New list:', listOfStocksIndicatorValues, '\n')
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@ -1588,8 +1584,7 @@ def checkConfig(fileName):
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print('Config file is not valid')
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return 'N/A'
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t = json.loads(n)
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r = t['Config']
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return r
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return t['Config']
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def continueProgram():
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@ -1609,10 +1604,7 @@ def plotIndicatorRegression():
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print('\nWould you like to plot indicator linear regression '
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'results?')
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plotLinear = Functions.trueOrFalse()
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if plotLinear:
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Stock.plotIndicatorRegression = True
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else:
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Stock.plotIndicatorRegression = False
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Stock.plotIndicatorRegression = plotLinear
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else:
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Stock.plotIndicatorRegression = False
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